+45.9%
VALE vs FRSH
-46.4%
+92.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.3% | -6.6% | +6.3% | +0.1% |
| 30D | +8.6% | +2.1% | +6.5% | +8.4% |
| 3M | +2.0% | +29.0% | -27.0% | 0.0% |
| 6M | +2.1% | +48.6% | -46.5% | -1.2% |
| YTD | +20.2% | -2.9% | +23.2% | +21.5% |
| 1Y | +55.2% | -7.9% | +63.1% | +57.6% |
| 3Y | +45.9% | -46.5% | +92.4% | +56.9% |
| All | +45.9% | -46.4% | +92.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling